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HNST vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HNST and SPY is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

HNST vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Honest Company, Inc. (HNST) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
100.30%
6.62%
HNST
SPY

Key characteristics

Sharpe Ratio

HNST:

1.54

SPY:

2.05

Sortino Ratio

HNST:

2.60

SPY:

2.73

Omega Ratio

HNST:

1.29

SPY:

1.38

Calmar Ratio

HNST:

1.24

SPY:

3.07

Martin Ratio

HNST:

4.65

SPY:

13.22

Ulcer Index

HNST:

23.74%

SPY:

1.95%

Daily Std Dev

HNST:

71.81%

SPY:

12.57%

Max Drawdown

HNST:

-95.22%

SPY:

-55.19%

Current Drawdown

HNST:

-72.48%

SPY:

-2.69%

Returns By Period

In the year-to-date period, HNST achieves a -8.66% return, which is significantly lower than SPY's 0.58% return.


HNST

YTD

-8.66%

1M

-19.77%

6M

116.04%

1Y

116.78%

5Y*

N/A

10Y*

N/A

SPY

YTD

0.58%

1M

-2.18%

6M

5.70%

1Y

25.99%

5Y*

14.36%

10Y*

13.16%

*Annualized

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Risk-Adjusted Performance

HNST vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HNST
The Risk-Adjusted Performance Rank of HNST is 8585
Overall Rank
The Sharpe Ratio Rank of HNST is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of HNST is 8989
Sortino Ratio Rank
The Omega Ratio Rank of HNST is 8383
Omega Ratio Rank
The Calmar Ratio Rank of HNST is 8484
Calmar Ratio Rank
The Martin Ratio Rank of HNST is 8181
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 8282
Overall Rank
The Sharpe Ratio Rank of SPY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HNST vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Honest Company, Inc. (HNST) and SPDR S&P 500 ETF (SPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for HNST, currently valued at 1.54, compared to the broader market-4.00-2.000.002.001.542.05
The chart of Sortino ratio for HNST, currently valued at 2.60, compared to the broader market-4.00-2.000.002.004.002.602.73
The chart of Omega ratio for HNST, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.38
The chart of Calmar ratio for HNST, currently valued at 1.24, compared to the broader market0.002.004.006.001.243.07
The chart of Martin ratio for HNST, currently valued at 4.65, compared to the broader market-10.000.0010.0020.004.6513.22
HNST
SPY

The current HNST Sharpe Ratio is 1.54, which is comparable to the SPY Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of HNST and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
1.54
2.05
HNST
SPY

Dividends

HNST vs. SPY - Dividend Comparison

HNST has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
HNST
The Honest Company, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.20%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

HNST vs. SPY - Drawdown Comparison

The maximum HNST drawdown since its inception was -95.22%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for HNST and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-72.48%
-2.69%
HNST
SPY

Volatility

HNST vs. SPY - Volatility Comparison

The Honest Company, Inc. (HNST) has a higher volatility of 15.57% compared to SPDR S&P 500 ETF (SPY) at 4.49%. This indicates that HNST's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
15.57%
4.49%
HNST
SPY